During a rousing celebration of his record-shattering career, Gretzky was told by NHL commissioner Gary Bettman before his final game that no one in the League will wear that number again.
That was the first of several times Gretzky became teary. It happened again when his father, Walter, was driven to center ice in a new black Mercedes presented to Gretzky as a parting gift.
"I feel so lucky to be able to play in the NHL," the sport's greatest player said. "I've been so fortunate to play with some of the greatest players, against guys I admired so much, like the best player I ever played against Mario Lemieux ... my teammates and, of course, the best player I ever played with, Mark Messier.
"And it would be nothing without family and the great friendships I have developed over the years. I appreciate all the accolades. I tell everyone the greatest place to play is right here in New York."
Gretzky, who announced his retirement Friday, wore a huge grin as friend Bryan Adams sang "O, Canada."
"We're going to miss you, Wayne," Adams ad-libbed late in the song.
The "Star-Spangled Banner," as sung by John Amirante, was altered to include the words "in the land of Wayne Gretzky."
The first ovation, when Gretzky was introduced by master of ceremonies John Davidson, was accompanied by chants from the Madison Square Garden crowd of "Gretz-ky, Gretz-ky" and a three-minute salute that seemed to make the man of honor almost uncomfortable.
Then he skated to the Penguins bench and shared hugs and handshakes with several players as the rhythmic applause continued. He even pointed to the crowd at banners that said "Thanks for the Memories," "Always in Our Hearts: No. 99" and "Gretzky the Greatest Forever."
With his family standing at center ice, along with teammates Brian Leetch, Adam Graves and Jeff Beukeboom, Edmonton Oilers president Glen Sather was introduced. Gretzky shared a hug with his first pro coach, and then did the same with Lemieux, who retired in 1997.
Gretzky, Canada's greatest sports hero, left Edmonton in 1988, tears streaming down his cheeks after a trade to Los Angeles. He said goodbye to Hollywood in 1996, dealt to St. Louis.
When he came to the Rangers -- already hockey's biggest hero everywhere else -- he rejoined Messier, who was New York's leader and had helped the team win its first Stanley Cup in 44 years. When Gretzky left Sunday, Messier was on hand, too, and they stood together soaking up the biggest cheers of the day.
Everywhere at the Garden, fans wore No. 99 Rangers jerseys. Painted behind each net was a blue 99, so appropriate for the area known as "Gretzky's office."
A pregame light show featured spinning 99s projected onto the ice along with Gretzky's image; a short video of his career, also shown on the rink surface; and even a taped scoreboard message from The Great One thanking the fans for their support.
Wayne's father, who built an ice rink in the back yard "for self-preservation -- I would freeze when I took him to skate on the ponds" -- expects his son to make a clean break from the game.
"For the first few months, he's going to play golf," Walter Gretzky said. "I know he'll never be a coach or general manager; they have the tough jobs. TV? I doubt that very much. You have to be at a certain place at a certain time, and he didn't even play the game that way."
He played in a way nobody ever has. Or might ever play it again.